Statistical Analysis of Extreme Values: with Applications to by Rolf-Dieter Reiss,Michael Thomas

By Rolf-Dieter Reiss,Michael Thomas

Statistical research of maximum facts is key to many disciplines together with hydrology, coverage, finance, engineering and environmental sciences. This e-book presents a self-contained advent to parametric modeling, exploratory research and statistical interference for severe values. For this 3rd version, the complete textual content has been completely up-to-date and rearranged to fulfill modern standards, with new sections and chapters handle such themes as dependencies, the conditional research and the multivariate modeling of utmost facts. New chapters contain an summary of Reduced-Bias Estimation; The Spectral Decomposition method; approximately Tail Independence; and severe worth statistics of established Random Variables.

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